Can you help with the questions below? Thank you! Part A and B! urgent!

a. An investor buys a European call on a share for 3. The current stock price is 21 and the strike price is 18. The maturity of the option is in 3 months. REQUIRED: i. Briefly discuss the investor's motivation for purchasing the call option. [2 marks] ii. Draw a diagram showing the investor's potential prot/loss on this position at maturity. [3 marks] b. Suppose that Red Rose plc is currently trading for 33 per share. The stock pays no dividends. A oneyear European call option on Red Rose with a strike price of 35 is currently trading for 2. The riskrfree interest rate is 8% per year. REQUIRED: i. Calculate the fair price of a oneyear European put option on Red Rose with a strike price of 35. [5 marks] ii. If the actual trading price of the put option is 2, demonstrate how to construct a arbitrage strategy to exploit this mispricing. [5 marks]